Ultimately Bounded Filtering for Time-Delayed Nonlinear Stochastic Systems with Uniform Quantizations under Random Access Protocol
نویسندگان
چکیده
منابع مشابه
Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises 355 Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises
Abstract: The paper deals with the Kalman stochastic filtering problem for linear continuoustime systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the...
متن کاملRobust H∞ Filtering for General Nonlinear Stochastic State-Delayed Systems
This paper studies the robustH∞ filtering problem of nonlinear stochastic systems with time delay appearing in state equation, measurement, and controlled output, where the state is governed by a stochastic Itô-type equation. Based on a nonlinear stochastic bounded real lemma and an exponential estimate formula, an exponential asymptotic mean square H∞ filtering design of nonlinear stochastic t...
متن کاملBounded invariant verification for time-delayed nonlinear networked dynamical systems
We present a technique for bounded invariant verification of nonlinear networked dynamical systems with delayed interconnections. The underlying problem in precise boundedtime verification lieswith computing bounds on the sensitivity of trajectories (or solutions) to changes in initial states and inputs of the system. For large networks, computing this sensitivity with precision guarantees is c...
متن کاملNonlinear predictors for systems with bounded trajectories and delayed measurements
Abstract: Novel nonlinear predictors are studied for nonlinear systems with delayed measurements without assuming globally Lipschitz conditions or a known predictor map but requiring instead bounded state trajectories. The delay is constant and known. These nonlinear predictors consists of a series of dynamic filters that generate estimates of the state vector (and its magnitude) at di↵erent de...
متن کاملNonlinear Filtering for Markov Systems with Delayed Observations
This paper deals with nonlinear filtering problems with delay, i.e. we consider a system (X, Y ), which can be represented by means of a system (X, Ŷ ), in the sense that Yt = Ŷa(t), where a(t) is a delayed time transformation. We start with X being a Markov process, and then study Markovian systems, not necessarily diffusive, with correlated noises. The interest is focused on existence of expl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Sensors
سال: 2020
ISSN: 1424-8220
DOI: 10.3390/s20154134